Pages that link to "Item:Q4151568"
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The following pages link to Goodness of fit for the extreme value distribution (Q4151568):
Displayed 42 items.
- Sources of uncertainty in the extreme value statistics of climate data (Q549646) (← links)
- Generalised smooth tests of goodness of fit (Q715762) (← links)
- Testing the tail index in autoregressive models (Q841013) (← links)
- Statistical inference for geometric processes with gamma distributions (Q957035) (← links)
- Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity (Q958761) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Estimation of parameters from progressively censored data using EM algorithm (Q1603672) (← links)
- Computation of probability associated with Anderson-Darling statistic (Q1634345) (← links)
- Errors of misclassification and their probability distributions when the parent populations are Gompertz (Q1774950) (← links)
- Updating and asymptotic relative efficiency of a nonlinear discriminant function estimated from a mixture of two Gompertz populations (Q1883161) (← links)
- Bootstrap based goodness-of-fit-tests (Q2367278) (← links)
- Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic (Q2392724) (← links)
- Comparison of five test of fit for the extreme value distribution (Q2470908) (← links)
- Goodness-of-fit tests for the Gompertz distribution (Q2815975) (← links)
- (Q2892527) (← links)
- Goodness of fit test for the generalized Rayleigh distribution with unknown parameters (Q3019793) (← links)
- Modified cramer-von mises and anderson-darling tests for weibull distributions with unknown location and scale parameters (Q3345596) (← links)
- Goodness—of—fit for the two—parameter weibull distribution with estimated parameters (Q3350504) (← links)
- Modified goodness-of-fit test for the laplace distribution (Q3471372) (← links)
- A modified Kolmogorov-Smirnov test for the inverse gaussian density with unknown parameters (Q3471450) (← links)
- A Goodness-of-Fit Test for Location-Scale Max-Stable Distributions (Q3577179) (← links)
- A review of model selection procedures relevant to the weibull distribution (Q3664226) (← links)
- Goodness‐of‐fit tests for the weibull dictribution with unknown parameters and censored sampling (Q3668650) (← links)
- Goodness-of-fit tests for the two parameter Weibull distribution (Q3906922) (← links)
- Minimum anderson-darling estimation (Q3968297) (← links)
- Goodness of fit for the inverse Gaussian distribution (Q4036389) (← links)
- Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated (Q4345885) (← links)
- A CHARACTERIZATION OF GENERALIZED PARETO DISTRIBUTIONS BY PROGRESSIVE CENSORING SCHEMES AND GOODNESS-OF-FIT TESTS (Q4449044) (← links)
- On MLE of a nonlinear discriminant function from a mixture of two Gompertz distributions based on small sample size (Q4453886) (← links)
- Data-driven smooth tests for the extreme value distribution (Q4663085) (← links)
- A new goodness-of-fit test for type-I extreme-value and 2-parameter weibull distributions with estimated parameters (Q4719461) (← links)
- Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach (Q5049418) (← links)
- A Universal QQ-Plot for Continuous Non-homogeneous Populations (Q5123358) (← links)
- On the estimation of the extreme value and normal distribution parameters based on progressive type-II hybrid-censored data (Q5222358) (← links)
- A cramer-von mises type goodness-of-fit test with asymmetric weight function. the gaussian and exponential cases (Q5283857) (← links)
- An alternative to the weibull distribution (Q5283883) (← links)
- The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution (Q5494956) (← links)
- Introduction to the bootstrap world (Q5965015) (← links)
- Different EDF goodness-of-fit tests for competing risks models (Q6050481) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Data-driven stabilizations of goodness-of-fit tests (Q6111530) (← links)
- On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality (Q6157039) (← links)